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GGIRX: GOLDMAN SACHS U.S. MORTGAGES FUND INVESTOR SHARES (MUTUAL FUND)
Basic Info 8.77 0.03(0.34%) May 17
Asset Class: | Intermediate Government |
MyPlanIQ Rating: | (4%) |
Start Date: | 08/01/2011 |
Last Dividend Date: | 04/30/2024 |
12-Mo. Yield | 3.76% |
Expenses | 0.44% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/01/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | -1.6 | 1.0 | -3.5 | -0.5 | 0.8 | 1.4 | 5.1 | -12.6 | -1.5 | 5.7 | 6.3 | 0.6 | 1.7 | 1.5 | 1.3 | 6.1 | -0.7 | 5.7 | 1.5 |
Sharpe Ratio | NA | -1.36 | -0.55 | -0.82 | -0.36 | -0.07 | 0.11 | 0.1 | -1.65 | -0.68 | 1.55 | 2.06 | -0.27 | 0.43 | 0.61 | 0.47 | 2.59 | -0.24 | 3.43 | 1.45 |
Draw Down(%) | NA | 4.3 | 8.5 | 18.3 | 18.8 | 18.8 | 18.8 | 9.2 | 17.2 | 2.3 | 4.7 | 0.9 | 2.3 | 1.6 | 3.0 | 1.6 | 0.8 | 4.0 | 0.6 | 1.1 |
Standard Deviation(%) | NA | 6.9 | 7.7 | 7.4 | 6.0 | 4.6 | 4.3 | 8.5 | 8.5 | 2.3 | 3.5 | 2.4 | 2.6 | 2.5 | 2.2 | 2.8 | 2.3 | 3.2 | 1.7 | 2.5 |
Treynor Ratio | NA | -0.08 | -0.04 | -0.05 | -0.02 | 0.0 | 0.01 | 0.01 | -0.12 | -0.03 | 0.15 | 0.1 | -0.01 | 0.02 | 0.03 | 0.02 | 0.1 | -0.01 | 0.22 | 0.1 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.02 | 0.0 |
Beta | NA | 1.23 | 1.21 | 1.11 | 0.97 | 0.86 | 0.8 | 1.1 | 1.15 | 0.59 | 0.37 | 0.51 | 0.77 | 0.69 | 0.47 | 0.57 | 0.59 | 0.73 | 0.26 | 0.35 |
RSquared | NA | 0.93 | 0.9 | 0.86 | 0.75 | 0.71 | 0.68 | 0.88 | 0.87 | 0.64 | 0.18 | 0.68 | 0.73 | 0.64 | 0.63 | 0.77 | 0.68 | 0.75 | 0.24 | 0.58 |
Yield(%) | N/A | 1.3 | 3.8 | 2.3 | 2.6 | 2.6 | N/A | 4.0 | 2.0 | 1.6 | 2.9 | 3.5 | 2.6 | 2.4 | 2.1 | 2.4 | 2.6 | 2.1 | 4.4 | 0.9 |
Dividend Growth(%) | N/A | -66.7 | 23.9 | -18.8 | -0.2 | N/A | N/A | 71.4 | 23.5 | -43.3 | -16.7 | 33.3 | 8.0 | 13.6 | -15.4 | -3.7 | 22.7 | -52.2 | 411.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/01/2011
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